+764.9%
WFC vs EW
+8,226.0%
-7,461.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | -1.3% | +6.5% | -7.8% | -2.8% |
| 30D | +3.6% | +22.5% | -18.9% | -1.4% |
| 3M | -1.3% | +13.0% | -14.3% | -4.4% |
| 6M | +18.0% | +37.1% | -19.1% | +8.9% |
| YTD | -5.9% | +24.1% | -30.0% | -11.3% |
| 1Y | +1.8% | +24.2% | -22.5% | -4.1% |
| 3Y | +125.0% | +64.8% | +60.2% | +90.9% |
| 5Y | +92.0% | -7.4% | +99.4% | +84.8% |
| 10Y | +117.9% | +248.8% | -130.9% | +51.3% |
| All | +764.9% | +8,226.0% | -7,461.1% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling